+252.1%
INTC vs ELV
+280.2%
-28.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +7.5% | +3.2% | +4.3% | +6.3% |
| 30D | +2.0% | +5.4% | -3.4% | +0.2% |
| 3M | -12.0% | +5.4% | -17.3% | -14.0% |
| 6M | +114.5% | +45.7% | +68.8% | +89.9% |
| YTD | +179.0% | +21.2% | +157.8% | +158.1% |
| 1Y | +318.3% | +35.6% | +282.7% | +272.8% |
| 3Y | +171.2% | -2.0% | +173.2% | +160.2% |
| 5Y | +107.6% | +26.0% | +81.6% | +76.2% |
| All | +252.1% | +280.2% | -28.1% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling